News Center
Mar 04, 2019

Eurex

Byron Baldwin: Generating alpha – Eurex Fixed Income Futures Calendar Rolls

In his latest LinkedIn article, Byron Baldwin, Deputy Global Head, Fixed Income Trading & Clearing Sales at Eurex, examines Eurex’s globally unique suite of Fixed Income Futures contracts.

He points out how it gives the buy side and the sell side a very efficient leveraged liquid access to European Government Bond Market Beta and provides a number of opportunities to generate alpha vis-à-vis relative value strategies. He concludes that trading Eurex Fixed Income Futures Calendar Roll, taking into consideration all the factors that can make a spread trading cheap or rich to fair value, can be a relative value trade and an opportunity to generate alpha.

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